基于树状线性规划搜索的单调速率优化设计

改善单调速率(rate monotonic,简称RM)可调度性判定算法的效率,是过去40年计算机实时系统设计的重要问题.最近,研究人员把可调度性判定问题扩展到了更一般的优化设计问题,即,如何调节在区间可选择情况下的任务运行时间,使得:(1)系统RM可调度;(2)系统的某个性能(如CPU利用率)达到最优.在已有的求解实时系统RM优化设计问题的方法中,都是先把原问题建模成广义约束优化问题,然后再对广义约束优化问题进行求解.但现有方法的求解速度较慢,任务数较多时不再适用.提出一种求解优化问题的方法——基于树状的线性规划搜索(linearprogramming search,简称LPS)方法.该方法先将实时系统RM优化设计问题建模成广义约束优化问题,再将其分拆成若干线性规划子问题,然后构造线性规划搜索树,利用剪枝搜索算法求解部分线性规划子问题,最后得到优化解.实验结果表明:LPS方法相比于已有的方法能够节省20%~70%的求解时间,任务数越多,节省时间越多.该研究成果可以与计算机可满足性模定理(satisfiability modulo theories,简称SMT)领域的多个研究热点问题联系起来,并可望改善SMT问题的求解效率.     

基于黎曼拟牛顿的毫米波MIMO混合预编码算法

针对毫米波MIMO系统混合预编码算法的非凸单位模约束、矩阵耦合问题，文章提出了一种基于黎曼拟牛顿的交替最小化混合预编码（RLBFGS-AltMin）算法。该算法首先引入交替最小化框架（AltMin），有效解决了混合预编码矩阵联合优化困难的问题；其次，利用黎曼流形将模拟预编码部分中的非凸单位模约束转化为搜索空间无约束优化求解；最后，通过改进的梯度计算方式和黎曼梯度下降理论求解出最优数字预编码和模拟预编码矩阵。仿真实验结果表明，所提算法可以获得更接近全数字预编码的频谱效率。     

分支定价方法求解带二维装箱约束的车辆路径问题EI北大核心CSCD

面向家具、电器等货物的物流配送场景,研究带二维装箱约束的车辆路径问题(2L–CVRP),构建了2L–CVRP的混合整数线性规划模型.为求解大规模2L–CVRP,构建了该问题集合划分模型,提出基于分支定价的方法.针对分支节点的松弛模型,基于列生成策略将其分解为线性规划主问题、带资源和二维装箱约束的最短路径子问题,并提出基于ng-route松弛策略的标签算法和基于禁忌搜索的装箱算法有效求解复杂子问题.仿真结果表明,提出的方法可高效求解大规模2L–CVRP,其中ng-route松弛策略能有效提升算法求解效率,研究成果为装箱约束下大规模车辆路径问题的高效求解提供了有效途径.     

基于逻辑"或"约束优化的实时系统设计

标准约束优化问题的等式或不等式约束之间是逻辑"与"关系,目前已经有很多高效、收敛的优化算法.但是,在实际应用中有很多更一般的约束优化问题,其等式或不等式约束之间不仅包含逻辑"与"关系,而且还包含逻辑"或"关系,现有的针对标准约束优化问题的各种算法不再适用.给出一种新的数学变换方法,把具有逻辑"或"关系的不等式约束转换为一组具有逻辑"与"关系的不等式,并应用到实时单调速率调度算法的可调度性判定充要条件中,把实时系统设计表示成混合布尔型整数规划问题,利用经典的分支定界法求解.实验部分指出了各种方法的优缺点.     

基于对称破坏的子图同构约束求解算法

为避免子图同构问题求解中重复解的产生,提高子图同构问题的约束求解效率,提出一种基于对称破坏的子图同构约束求解算法。基于解的对称破坏思想,改进自同构检测过程,通过置换群操作生成对称破坏字典序约束,构建子图同构问题的一种约束满足问题(CSP)模型,结合CSP的回溯算法对其求解。实验结果表明,该算法有效减少了对重复解的搜索,与传统算法相比明显提高了搜索效率。     

一个基于最小冲突修补的动态约束满足求解算法

约束满足问题是人工智能中一个重要的研究方向,近年来,对动态变化的约束满足问题的研究逐渐成为该领域的热点.在目前该领域最流行的LC算法基础上,引入禁忌搜索策略,提出了一个基于最小冲突修补的算法Tabu_LC.算法在每次冲突调整时将所有冲突变量看成一个整体,并采用分支定界搜索策略求解冲突变量组成的子问题,极大地提高了求解效率.同时,在约束求解系统"明月1.0"架构下给出了算法的具体实现,并针对大量随机问题进行了对比实验.结果表明,Tabu_LC算法在求解效率和解的质量上都明显优于LC算法.     

多元约束混合搜索算法研究

解空间搜索是约束求解的关键环节. 目前较为常用的搜索算法一般是基于二元约束或单一搜索策略设计的. 本文设计了六个基于多元约束的混合搜索算法(BM_GASBJ, BM_GBJ, BM_CBJ, FC_GASBJ, FC_GBJ, FC_CBJ), 它们分别混合同一类搜索策略中不同算法或不同类搜索策略; 分析并给出了不同混合算法的性能差异. 系统测试结果表明混合搜索算法明显提高了解搜索效率和约束求解系统的性能.     

一种求解约束优化问题的混合算法

提出一种基于修改增广Lagrange函数和PSO的混合算法用于求解约束优化问题。将约束优化问题转化为界约束优化问题,混合算法由两层迭代结构组成,在内层迭代中,利用改进PSO算法求解界约束优化问题得到下一个迭代点。外层迭代主要修正Lagrange乘子和罚参数,检查收敛准则是否满足,重构下次迭代的界约束优化子问题,检查收敛准则是否满足。数值实验结果表明该混合算法的有效性。     

基于非线性规划理论的凸多面体最小平移距离算法

凸多面体的最小平移距离问题一直以来都成为计算机图形学的一个研究热点.目前已有的距离算法在稳定性、可实现性、精确度和实现效率这几方面或多或少都存在一定的缺陷.为此,从最小平移距离定义出发,引入广义分离平面概念,提出一种用非线性规划求解距离问题的新算法.算法先定义一对最优广义分离平面以确定凸多面体最小平移距离;然后,将最优广义分离平面对的搜索问题等效变换为非线性规划问题;最后,用非线性优化工具软件对非线性规划问题进行求解,从而确定最小平移距离.实验结果表明：该算法能提供一个准确的距离值和实现向量,其性能优于其他同类算法;迭代次数与多面体的顶点数呈线性关系.此外,该算法只需提供顶点信息即可实现,求解过程中避免了死循环,故实现简单、可靠.因此,此算法是一种快速而有效的距离算法.     

RTL验证中的混合可满足性求解

RTL混合可满足性求解方法分为基于可满足性模理论(SMT)和基于电路结构搜索两大类.前者主要使用逻辑推理的方法,目前已在处理器验证中得到了广泛的应用,主要得益于SMT支持用于描述验证条件的基础理论;后者能够充分地利用电路中的约束信息,因而求解效率较高.介绍了每一大类中的典型研究及其所采用的重要策略,以及RTL可满足性求解方面的研究进展.     

A Generalized Real-Time Obstacle Avoidance Method Without the Cspace Calculation

An important concept proposed in the early stage of robot path planning field is the shrinking of a robot to a point and meanwhile the expanding of obstacles in the workspace as a set of new obstacles. The resulting grown obstacles are called the Configuration Space (Cspace) obstacles. The find-path problem is then transformed into that of finding a collision-free path for a point robot among the Cspace obstacles. However, the research experiences have shown that the Cspace transform is very hard when the following situations occur: 1) both the robot and obstacles are not polygons, and 2) the robot is allowed to rotate. This situation gets even worse when the robot and obstacles are three dimensional (3D) objects with various shapes. For this reason, direct path planning approaches without the Cspace transformation is quite useful and expected.Motivated by the practical requirements of robot path planning, a generalized constrained optimization problem (GCOP) with not only logic AND but also logic OR relationships was proposed and a mathematical solution developed previously. This paper inherits the fundamental ideas of inequality and optimization techniques from the previous work, converts the obstacle avoidance problem into a semi-infinite constrained optimization problem with the help of the mathematical transformation, and proposes a direct path planning approach without Cspace calculation, which is quite different from traditional methods. To show its merits, simulation results in 3D space have been presented.     

基于动态规划的约束优化问题多参数规划求解方法及应用

结合动态规划和单步多参数二次规划, 提出一种新的约束优化控制问题多参数规划求解方法. 一方面能得到约束线性二次优化控制问题最优控制序列与状态之间的显式函数关系, 减少多参数规划问题求解的工作量; 另一方面能够同时求解得到状态反馈最优控制律. 应用本文提出的多参数二次规划求解方法, 建立无限时间约束优化问题状态反馈显式最优控制律. 针对电梯机械系统振动控制模型做了数值仿真计算.     

LQR optimization of linear system switching

Considers offline optimization of a switching sequence for a given finite set of linear control systems, together with joint optimization of control laws. A linear quadratic full information criterion is optimized and dynamic programming is used to find an optimal switching sequence and control law. The main result is a method for efficient pruning of the search tree to avoid combinatoric explosion. A method to prove optimality of a found candidate switch sequence and corresponding control laws is presented.     

A memetic algorithm applied to the design of water distribution networks

The optimal design of water distribution networks is a real optimization problem that consists of finding the best way to convey water from the sources to the users, satisfying their requirements. Many researchers have reported algorithms for minimizing the network cost applying a large variety of techniques, such as linear programming, non-linear programming, global optimization methods and meta-heuristic approaches. However, a totally satisfactory and efficient method is not available as yet. Many works have assessed the performance of these techniques using small or medium-sized benchmark networks proposed in the literature, but few of them have tested these methods with large-scale real networks. This paper introduces a new memetic algorithm for the optimal design of water distribution networks. In order to establish an accurate conclusion, five other approaches have also been adapted, namely simulated annealing, mixed simulated annealing and tabu search, scatter search, genetic algorithms and binary linear integer programming. The results obtained in three water distribution networks show that the memetic algorithm performs better than the other methods, especially when the size of the problem increases.     

Solving constraint optimization problems from CLP-stylespecifications using heuristic search techniques

Presents a framework for efficiently solving logic formulations of combinatorial optimization problems using heuristic search techniques. In order to integrate cost, lower-bound and upper-bound specifications with conventional logic programming languages, we augment a constraint logic programming (CLP) language with embedded constructs for specifying the cost function and with a few higher-order predicates for specifying the lower and upper bound functions. We illustrate how this simple extension vastly enhances the ease with which optimization problems involving combinations of Min and Max can be specified in the extended language CLP* and we show that CSLDNF (Constraint SLD resolution with Negation as Failure) resolution schemes are not efficient for solving optimization problems specified in this language. Therefore, we describe how any problem specified using CLP* can be converted into an implicit AND/OR graph, and present an algorithm called GenSolve which can branch-and-bound using upper and lower bound estimates, thus exploiting the full pruning power of heuristic search techniques. A technical analysis of GenSolve is provided. We also provide experimental results comparing various control strategies for solving CLP* programs     

Trust region methods for solving the optimal output feedback design problem

We consider the problem of designing feedback control laws when a complete set of state variables is not available. For linear autonomous control systems with quadratic performance criterion, the design problem consists of choosing an appropriate static output feedback (SOF) gain matrix according to a certain objective function. The corresponding non-linear matrix optimization problem can be interpreted as an equality constrained minimization problem. For solving this problem, we propose a constrained trust region (CTR) algorithm, which presents a new and efficient numerical approach for this problem class. On the other hand, based on the formulation used in the past, the SOF problem can be also interpreted as an unconstrained programming problem. Thus, based on this interpretation, we also develop an unconstrained trust region (UTR) method. Finally, several numerical examples for optimal SOF problems demonstrate the applicability of the considered algorithm.     

解灰色非线性规划问题的随机搜索算法

对带约束条件的灰色非线性规划问题进行了探讨,首先将原灰色约束非线性规划问题进行均值白化处理,转化成一个确定型的带约束条件的非线性规划问题,对该确定型的非线性约束规划问题提出一个基于分布估计算法的随机搜索方法,对所提出的求解方法的关键技术作了详细的说明并给出了具体的算法步骤。 初步的数值算例表明所提出的方法是可行有效的     

Safety-first portfolio selection

A. D. Roy’s safety-first (SF) approach to financial portfolio optimization is improved. Safety first means the minimization of the probability of negative returns. The improvement concerns a better estimation of the negative return probabilities by means of mean excess return risk functions. The search for the optimal SF-portfolio is similar to Roy’s geometric method but the efficient frontier is different. In case of a finite number of scenarios, the SF-portfolio selection problem is reduced to a mixed linear Boolean programming problem.